market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 4.75% 0.23 CHF 0.24 CHF 140,000 140,000 136,194 136,194 28,076 CHF 29,438 CHF 100.00% 100.00%
19/11/2024 4.27% 0.21 CHF 0.22 CHF 136,000 136,000 138,685 138,685 31,844 CHF 33,231 CHF 100.00% 100.00%
18/11/2024 5.21% 0.20 CHF 0.21 CHF 136,000 136,000 134,994 134,994 25,287 CHF 26,637 CHF 100.00% 100.00%
15/11/2024 5.52% 0.17 CHF 0.18 CHF 132,000 132,000 132,280 132,280 23,415 CHF 24,737 CHF 100.00% 100.00%
14/11/2024 4.40% 0.21 CHF 0.22 CHF 136,000 136,000 137,326 137,326 30,511 CHF 31,884 CHF 100.00% 100.00%
13/11/2024 4.49% 0.24 CHF 0.25 CHF 140,000 140,000 136,398 136,398 29,763 CHF 31,126 CHF 100.00% 100.00%
12/11/2024 5.00% 0.21 CHF 0.22 CHF 136,000 136,000 135,439 135,439 26,403 CHF 27,758 CHF 99.85% 99.85%
11/11/2024 5.07% 0.18 CHF 0.19 CHF 132,000 132,000 135,308 135,308 26,033 CHF 27,386 CHF 100.00% 100.00%
08/11/2024 5.02% 0.20 CHF 0.21 CHF 136,000 136,000 134,839 134,839 26,193 CHF 27,542 CHF 100.00% 100.00%
07/11/2024 4.70% 0.21 CHF 0.22 CHF 136,000 136,000 135,439 135,439 28,173 CHF 29,528 CHF 100.00% 100.00%

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